After reaading through some pages on risk management, I'd say that "Klumpenrisiko" in the sense of "eine Kreditgewährung, Beteiligung oder Anlage, deren Grösse das vertretbare Ausmass übersteigt und die damit gegen den bankpolitischen Grundsatz der Risikoverteilung verstösst." [http://www.raiffeisen.ch/lexikon/
klumpe-d.htm.] seems to be described in English articles as an "over-exposure" or "risk concentration".
There is a paper about "risk concentrations" from the Basel Committee that uses wording like
"Supervisors can impose additional capital requirements or take other action if a firm is overly exposed to a particular risk."
"Some bank supervisory regimes also have the ability to impose additional capital requirements or take other supervisory action if a firm has unwarranted risk concentrations."
The SAS software says about it's risk management capabilities:
"For example, having detected an over-exposure in a particular region, a risk manager could move through the data to determine which trader, portfolio, or instrument was the source of the risk."